+51.6%
BMY vs P
+469.1%
-417.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.7% |
| 7D | -0.5% | -23.8% | +23.3% | +0.3% |
| 30D | +4.1% | -36.6% | +40.7% | +5.6% |
| 3M | -2.1% | +10.9% | -13.0% | -3.2% |
| 6M | +12.2% | +30.0% | -17.8% | +9.8% |
| YTD | +20.3% | +44.4% | -24.1% | +16.8% |
| 1Y | +39.2% | +3.9% | +35.3% | +36.8% |
| 3Y | +35.6% | +176.6% | -141.0% | +20.5% |
| 5Y | +28.6% | +249.3% | -220.7% | +9.6% |
| 10Y | +73.9% | +726.9% | -653.1% | +30.2% |
| All | +51.6% | +469.1% | -417.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling